Report NEP-ECM-2002-07-12

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The following items were anounced in this report:

• da Silva Lopes, Artur C. B., 2002. "The Order of Integration for Quarterly Macroeconomic Time series: a Simple Testing Strategy," Royal Economic Society Annual Conference 2002 55, Royal Economic Society. [Downloadable!]
• Granger, Clive W.J. & Gawon Yoon, 2002. "Hidden Cointegration," Royal Economic Society Annual Conference 2002 92, Royal Economic Society. [Downloadable!]
• Wallis, Kenneth F., 2002. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," Royal Economic Society Annual Conference 2002 181, Royal Economic Society. [Downloadable!]
• Sugita, Katsuhiro, 2002. "Testing for Cointegration Rank Using Bayes Factors," Royal Economic Society Annual Conference 2002 171, Royal Economic Society. [Downloadable!]
• Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society. [Downloadable!]
• Taylor, Nicholas, 2002. "Autoregressive hidden Markov switching\\models of count data," Royal Economic Society Annual Conference 2002 174, Royal Economic Society. [Downloadable!]
• Frank Kleibergen, 2002. "Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic," Tinbergen Institute Discussion Papers 02-064/4, Tinbergen Institute. [Downloadable!]
• Serlenga, Laura & Yongcheol Shin & Andy Snell, 2002. "A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models," Royal Economic Society Annual Conference 2002 165, Royal Economic Society. [Downloadable!]
• Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002. "Testing for PPP: Should We Use Panel Methods?," Royal Economic Society Annual Conference 2002 13, Royal Economic Society. [Downloadable!]

This page was last updated on 2009-12-13.